American International Gr... (AIG)
NYSE: AIG
· Real-Time Price · USD
77.98
0.88 (1.13%)
At close: Sep 26, 2025, 3:59 PM
77.74
-0.31%
After-hours: Sep 26, 2025, 06:28 PM EDT
AIG Delta Exposure By Expiry
The total Delta Exposure (DEX) for AIG across all expirations shows -111,053.81 net shares that market makers must hedge, with 1,199,404.91 from calls and 1,310,458.72 from puts. The put-call delta ratio of 1.09 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
AIG DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 3, 25 | 5,015.07 | -18,969.26 | -13,954.19 | 3.78 |
| Oct 10, 25 | 2,936.33 | -2,135.7 | 800.63 | 0.73 |
| Oct 17, 25 | 43,020.39 | -72,179.04 | -29,158.65 | 1.68 |
| Oct 24, 25 | 6,823.25 | -6,973.56 | -150.31 | 1.02 |
| Oct 31, 25 | 9,306.76 | -3,755.93 | 5,550.83 | 0.40 |
| Nov 7, 25 | 0 | 0 | 0 | n/a |
| Nov 21, 25 | 93,245.32 | -169,537.85 | -76,292.53 | 1.82 |
| Dec 19, 25 | 9,065.26 | -2,595.74 | 6,469.52 | 0.29 |
| Jan 16, 26 | 580,649.98 | -537,705.62 | 42,944.36 | 0.93 |
| Feb 20, 26 | 14,363.94 | -8,895.77 | 5,468.17 | 0.62 |
| Mar 20, 26 | 58,698.44 | -57,585.4 | 1,113.04 | 0.98 |
| May 15, 26 | 0 | -42.23 | -42.23 | n/a |
| Jun 18, 26 | 243,522.55 | -331,359.32 | -87,836.77 | 1.36 |
| Sep 18, 26 | 12,200.05 | -15,334.93 | -3,134.88 | 1.26 |
| Dec 18, 26 | 40,377.05 | -46,080.23 | -5,703.18 | 1.14 |
| Jan 15, 27 | 75,129.38 | -37,249.31 | 37,880.07 | 0.50 |
| Jan 21, 28 | 5,051.14 | -58.83 | 4,992.31 | 0.01 |